+214.2%
GDX vs MO
+1,324.7%
-1,110.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +18.6% | +0.6% | +18.0% | +18.3% |
| 3M | +14.9% | -1.0% | +15.9% | +14.3% |
| 6M | -6.3% | +4.3% | -10.6% | -8.3% |
| YTD | +15.7% | +23.3% | -7.5% | +8.5% |
| 1Y | +54.8% | +10.5% | +44.4% | +48.7% |
| 3Y | +253.4% | +96.3% | +157.2% | +190.6% |
| 5Y | +219.7% | +98.9% | +120.8% | +159.9% |
| 10Y | +300.2% | +103.6% | +196.6% | +213.2% |
| All | +214.2% | +1,324.7% | -1,110.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling